+89.1%
U vs MOD
+116.8%
-27.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -7.3% | +22.2% | +16.7% |
| 7D | +24.3% | -34.2% | +58.4% | +36.3% |
| 30D | +8.6% | -51.9% | +60.4% | +29.4% |
| 3M | +37.6% | -53.0% | +90.6% | +63.8% |
| 6M | +78.5% | -66.4% | +144.8% | +126.6% |
| YTD | +10.5% | -31.5% | +42.0% | +6.0% |
| 1Y | +15.2% | -39.6% | +54.8% | +14.8% |
| All | +89.1% | +116.8% | -27.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling